A recent understanding of the dynamic continuous spectrum of Mycobacterium tuberculosis infection has led to the recognition of incipient tuberculosis, which refers to the latent infection state that has begun to progress to active tuberculosis. The importance of early detection of these individuals with a high-risk of progression to active tuberculosis is emphasized to efficiently implement targeted tuberculosis preventive therapy. However, the tuberculin skin test or interferon-γ release assay, which is currently used for the diagnosis of latent tuberculosis infection, does not aid in the prediction of the risk of progression to active tuberculosis. Thus, a novel test is urgently needed. Recently, simultaneous and systematic analysis of differentially expressed genes using a high-throughput platform has enabled the discovery of key genes that may serve potential biomarkers for the diagnosis or prognosis of diseases. This host transcriptional investigation has been extended to the field of tuberculosis, providing promising results. The present review focuses on recent progress and challenges in the field of blood transcriptional signatures to predict progression to active tuberculosis.